Before we start I just wanted to clarify several things: I don't use Oledb namespace in my everyday work. Working with MSSQL I use SqlClient. Using SqlCommand object I never (and really don't) understand actually why we need SqlCommand's ExecuteScalar function in order to output a single query value, it is far more efficient to use ExecuteNonQuery along with procedure with output parameter instead (IMHO).

In any case -- here I want to speak especially about OledbCommand. Speaking of which it has the same functions as SqlCommand has but the implementations are very different from one to another. We can use Oledb namespace dealing with all databases (It is much faster to use SqlClient when we have to deal with MSSQL 7.0 and higher but still...).

OledbCommand, oh man -- when we look through the source code it turns out that ExecuteReader and ExecuteScalar are actually the same functions - I told you -- don't use ExecuteScalar:

You can see -- they both call ExecuteReaderInternal (no magic), ExecuteScalar just fetches the first field from reader inside itself and it looks a bit ugly vs. ExecuteNonQuery. Despite this fact one can learn a lot about how to use using directive and validate if the reader is not empty from this piece of code.

You can notice though that OledbCommand.ExecuteNonQuery looks also very alike ExecuteReader:

hm, I suppose it will catch exception from ExecuteReaderInternal (it makes sense since it is private).
In ExecuteScalar you have using which is equivalent to try-catch-finally, so you have try-try there.